+11,958.2%
VRTX vs RJF
+21,500.2%
-9,542.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | +11.8% | +6.7% | +5.1% | +9.1% |
| 3M | +3.2% | -7.3% | +10.6% | +5.9% |
| 6M | +21.0% | +9.8% | +11.3% | +16.4% |
| YTD | +19.7% | +5.6% | +14.0% | +16.0% |
| 1Y | +25.0% | +2.3% | +22.7% | +22.5% |
| 3Y | +45.2% | +73.6% | -28.4% | +13.6% |
| 5Y | +189.7% | +79.9% | +109.8% | +116.0% |
| 10Y | +489.8% | +328.8% | +161.0% | +187.2% |
| All | +11,958.2% | +21,500.2% | -9,542.0% | +1,098.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling